Nikolaus Schweizer

Available identifiers

zbMath Open schweizer.nikolausMaRDI QIDQ1657438

List of research outcomes

Publication	Date of Publication	Type
Contingent Capital with Stock Price Triggers in Interbank Networks	2024-02-23	Paper
Comment on ``A theoretical foundation of ambiguity measurement	2023-02-01	Paper
Rabin's calibration theorem revisited	2022-01-21	Paper
``Regression anytime with brute-force SVD truncation	2021-11-04	Paper
Time-consistency of optimal investment under smooth ambiguity	2021-06-07	Paper
Technical Note—The Joint Impact ofF-Divergences and Reference Models on the Contents of Uncertainty Sets	2020-10-20	Paper
Perturbation bounds for Monte Carlo within metropolis via restricted approximations	2020-04-07	Paper
Pathwise Dynamic Programming	2020-03-12	Paper
`Regression Anytime' with Brute-Force SVD Truncation	2019-08-22	Paper
Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition	2019-06-26	Paper
Cross-hedging minimum return guarantees: basis and liquidity risks	2018-11-01	Paper
Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations	2018-09-25	Paper
Robust measurement of (heavy-tailed) risks: theory and implementation	2018-08-13	Paper
Perturbation theory for Markov chains via Wasserstein distance	2018-03-27	Paper
A PRIMAL–DUAL ALGORITHM FOR BSDES	2017-07-21	Paper
Revenues and welfare in auctions with information release	2017-06-28	Paper
Iterative Improvement of Lower and Upper Bounds for Backward SDEs	2017-05-31	Paper
Pathwise Iteration for Backward SDEs	2016-05-24	Paper
Solving Stochastic Dynamic Programs by Convex Optimization and Simulation	2015-06-18	Paper
Error bounds of MCMC for functions with unbounded stationary variance	2015-05-18	Paper
ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO	2015-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q5170946	2014-07-25	Paper
Faster Comparison of Stopping Times by Nested Conditional Monte Carlo	2014-02-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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